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Measuring extreme risk dependence between the oil and gas markets
Ben Ameur, Hachmi; Ftiti, Zied; Jawadi, Fredj; … - In: Risk management decisions and value under uncertainty, (pp. 755-772). 2022
Persistent link: https://www.econbiz.de/10013342041
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The Brexit impact on European market co-movements
Ben Ameur, Hachmi; Louhichi, Waël - In: Risk management decisions and value under uncertainty, (pp. 1387-1403). 2022
Persistent link: https://www.econbiz.de/10013342123
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Risk management decisions and value under uncertainty
Barone-Adesi, Giovanni; Clark, Ephraim; Prigent, Jean-Luc - In: Risk management decisions and value under uncertainty, (pp. 603-604). 2022
Persistent link: https://www.econbiz.de/10013341955
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On the risk management of demand deposits : quadratic hedging of interest rate margins
Adam, Alexandre; Cherrat, Hamza; Houkari, Mohamed; … - In: Risk management decisions and value under uncertainty, (pp. 1319-1355). 2022
Persistent link: https://www.econbiz.de/10013342119